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Maximum likelihood estimation for symmetric α-stable Ornstein–Uhlenbeck processes

JOURNAL ARTICLE published 30 July 2020 in Stochastics and Dynamics

Research funded by NSFG (2017A030313005) | NSFC (11501344) | NSFC (11571122)

Authors: Zhifen Chen | Xiaopeng Chen

Maximum likelihood estimation for doubly stochastic poisson processes with partial observations

JOURNAL ARTICLE published February 1986 in Stochastics

Authors: Foranz Konecny

Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes

JOURNAL ARTICLE published 18 August 2018 in Stochastics

Research funded by Leverhulme Trust (RPG-2013-270)

Authors: Fan Zhang | Anastasia Papavasiliou

Maximum likelihood estimation for the drift parameter in diffusion processes

JOURNAL ARTICLE published 3 July 2016 in Stochastics

Authors: Chao Wei | Huisheng Shu

Apparent scaling

JOURNAL ARTICLE published 1 January 2001 in Finance and Stochastics

Authors: Ole E. Barndorff-Nielsen | Karsten Prause

Processes of normal inverse Gaussian type

JOURNAL ARTICLE published 1 November 1997 in Finance and Stochastics

Authors: Ole E. Barndorff-Nielsen

Approximate maximum likelihood estimation for diffusion processes from discrete observations

JOURNAL ARTICLE published January 1995 in Stochastics and Stochastic Reports

Authors: M. N. Mishra | J. P. N. Bishwal

Trawl Processes

BOOK CHAPTER published 2018 in Ambit Stochastics

Authors: Ole E. Barndorff-Nielsen | Fred Espen Benth | Almut E. D. Veraart

Volatility Modulated Volterra Processes

BOOK CHAPTER published 2018 in Ambit Stochastics

Authors: Ole E. Barndorff-Nielsen | Fred Espen Benth | Almut E. D. Veraart

Integration with Respect to Volatility Modulated Volterra Processes

BOOK CHAPTER published 2018 in Ambit Stochastics

Authors: Ole E. Barndorff-Nielsen | Fred Espen Benth | Almut E. D. Veraart

Maximum likelihood estimation in the non-ergodic fractional Vasicek model

JOURNAL ARTICLE published 2019 in Modern Stochastics: Theory and Applications

Authors: Stanislav Lohvinenko | Kostiantyn Ralchenko

Stochastic Modelling of Energy Spot Prices by LSS Processes

BOOK CHAPTER published 2018 in Ambit Stochastics

Authors: Ole E. Barndorff-Nielsen | Fred Espen Benth | Almut E. D. Veraart

Asymptotic Theory for Power Variation of LSS Processes

BOOK CHAPTER published 2018 in Ambit Stochastics

Authors: Ole E. Barndorff-Nielsen | Fred Espen Benth | Almut E. D. Veraart

On Consistency of the Maximum Likelihood Method in Testing Multiple Quantum Hypotheses

BOOK CHAPTER published 2001 in Stochastics in Finite and Infinite Dimensions

Authors: K. R. Parthasarathy